Integrating Factor Method
Some first-order differential equations refuse to separate — you cannot get all the y's on one side and all the x's on the other. The integrating factor method is the standard trick for a special (and very common) family of these: the linear first-order equation. The idea is beautifully simple: multiply the whole equation by one cleverly chosen function, and the messy left-hand side collapses into a single derivative that we can integrate directly.
The Standard Form
An equation is linear of first order if it can be written as
dxdy+Py=Q
where P and Q are functions of x alone (or constants). Notice y and dxdy appear only to the first power, and never multiplied together — that is what "linear" means here.
Always rearrange into this exact shape first. The coefficient of dxdy must be 1 before you read off P and Q.
The Integrating Factor
The magic multiplier is
I.F.=e∫Pdx.
Why this one? Multiply the equation by e∫Pdx:
e∫Pdxdxdy+Pe∫Pdxy=Qe∫Pdx.
By the product rule, the left-hand side is exactly dxd(y⋅e∫Pdx), because the derivative of e∫Pdx is Pe∫Pdx. So the equation becomes
dxd(y⋅I.F.)=Q⋅I.F.
The left side is now a single derivative — that is the whole point of choosing this factor.
The Solution
Integrate both sides with respect to x:
y⋅I.F.=∫(Q⋅I.F.)dx+C.
This is the general solution. In words: (solution) × (integrating factor) = integral of (Q × integrating factor), plus a constant.
A Quick Illustration
For dxdy+x1y=x, we read P=x1, Q=x. Then ∫Pdx=logx, so I.F.=elogx=x. The solution is
y⋅x=∫x⋅xdx+C=3x3+C.
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